Re: T-test,Z-Test & F-Test & Chi-Square
- From: Jack Tomsky <jtomsky@xxxxxxxxxxxxx>
- Date: Mon, 14 Jul 2008 00:45:26 EDT
All,
T-Test & Z-Test are used to check means of two
groups. T-test is used
when groups are small & variance is not know
otherwise Z-test is used
to check regarding mean diff. in two groups.
F-Test & Chi-Square are used to check variance of two
groups. When
each of these is used.
I am not a statistics student but am a professional
in OLAP reporting;
am trying to learn Data Mining(Stats) on my own. Your
help in removing
my stat concepts confusions can save a lot of time
for me. Thanks.
Judge
Generally, you're right except that chi-square is used to test for a single variance. Suppose that the underlying distribution is normal with the mean and variance being unknown. We wish to test the null hypothesis H0: sig^2 = sig0^2, where sig^2 is the true population variance and sig0^2 is the specified population variance.
From the sample of size N, we calculate the sample standard deviation s. Then when H is true,(N-1)s^2/sig0^2 has a chi-square distribution with N-1 degrees of freedom. We use this fact, along with whether the specified alternative hypothesis H1 is one-sided or two-sided to decide whether accept H0 or H1.
Jack
.
- References:
- T-test,Z-Test & F-Test & Chi-Square
- From: Judge
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